CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0239 |
1.0129 |
-0.0110 |
-1.1% |
1.0244 |
| High |
1.0239 |
1.0165 |
-0.0074 |
-0.7% |
1.0321 |
| Low |
1.0121 |
1.0086 |
-0.0035 |
-0.3% |
1.0086 |
| Close |
1.0145 |
1.0137 |
-0.0008 |
-0.1% |
1.0137 |
| Range |
0.0118 |
0.0079 |
-0.0039 |
-33.1% |
0.0235 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
145,961 |
131,623 |
-14,338 |
-9.8% |
649,485 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0331 |
1.0180 |
|
| R3 |
1.0287 |
1.0252 |
1.0159 |
|
| R2 |
1.0208 |
1.0208 |
1.0151 |
|
| R1 |
1.0173 |
1.0173 |
1.0144 |
1.0191 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0138 |
| S1 |
1.0094 |
1.0094 |
1.0130 |
1.0112 |
| S2 |
1.0050 |
1.0050 |
1.0123 |
|
| S3 |
0.9971 |
1.0015 |
1.0115 |
|
| S4 |
0.9892 |
0.9936 |
1.0094 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0747 |
1.0266 |
|
| R3 |
1.0651 |
1.0512 |
1.0202 |
|
| R2 |
1.0416 |
1.0416 |
1.0180 |
|
| R1 |
1.0277 |
1.0277 |
1.0159 |
1.0229 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0158 |
| S1 |
1.0042 |
1.0042 |
1.0115 |
0.9994 |
| S2 |
0.9946 |
0.9946 |
1.0094 |
|
| S3 |
0.9711 |
0.9807 |
1.0072 |
|
| S4 |
0.9476 |
0.9572 |
1.0008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0321 |
1.0086 |
0.0235 |
2.3% |
0.0094 |
0.9% |
22% |
False |
True |
129,897 |
| 10 |
1.0427 |
1.0086 |
0.0341 |
3.4% |
0.0103 |
1.0% |
15% |
False |
True |
132,691 |
| 20 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0110 |
1.1% |
31% |
False |
False |
134,626 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.8% |
0.0116 |
1.1% |
48% |
False |
False |
132,533 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0140 |
1.4% |
35% |
False |
False |
126,144 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0134 |
1.3% |
48% |
False |
False |
94,926 |
| 100 |
1.0781 |
0.9646 |
0.1135 |
11.2% |
0.0133 |
1.3% |
43% |
False |
False |
75,999 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0126 |
1.2% |
42% |
False |
False |
63,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0501 |
|
2.618 |
1.0372 |
|
1.618 |
1.0293 |
|
1.000 |
1.0244 |
|
0.618 |
1.0214 |
|
HIGH |
1.0165 |
|
0.618 |
1.0135 |
|
0.500 |
1.0126 |
|
0.382 |
1.0116 |
|
LOW |
1.0086 |
|
0.618 |
1.0037 |
|
1.000 |
1.0007 |
|
1.618 |
0.9958 |
|
2.618 |
0.9879 |
|
4.250 |
0.9750 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0192 |
| PP |
1.0129 |
1.0173 |
| S1 |
1.0126 |
1.0155 |
|